On the free convolution with a free multiplicative analogue of the normal distribution

DOI10.1007/S10959-014-0556-XzbMATH Open1347.46050arXiv1211.3160OpenAlexW1974990246MaRDI QIDQ904701FDOQ904701

Authors: Ping Zhong 

Publication date: 13 January 2016

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: We obtain a formula for the density of the free convolution of an arbitrary probability measure on the unit circle of $mathbbC$ with the free multiplicative analogues of the normal distribution on the unit circle. This description relies on a characterization of the image of the unit disc under the subordination function, which also allows us to prove some regularity properties of the measures obtained in this way. As an application, we give a new proof for Biane's classic result on the densities of the free multiplicative analogue of the normal distributions. We obtain analogue results for probability measures on $mathbb{R}^{+}$. Finally, we describe the density of the free multiplicative analogue of the normal distributions as an example and prove unimodality and some symmetry properties of these measures.

Full work available at URL: https://arxiv.org/abs/1211.3160

Recommendations

• Unimodality for free multiplicative convolution with free normal distributions on the unit circle
• On the free convolution with a semi-circular distribution
• Limit theorems for free multiplicative convolutions
• On multiplicative conditionally free convolution
• New limit theorems related to free multiplicative convolution
• The law of large numbers for the free multiplicative convolution
• Local limit theorems for multiplicative free convolutions
• A note on regularity for free convolutions
• The Lebesgue decomposition of the free additive convolution of two probability distributions
• The atoms of the free multiplicative convolution of two probability distributions

zbMATH Keywords

distributionfree probabilitymultiplicativefree Brownian motion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Free probability and free operator algebras (46L54)

Cites Work

• Processes with free increments
• Liberation of projections
• A new approach to subordination results in free probability
• Remarks on free mutual information and orbital free entropy
• Free Random Variables
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Segal-Bargmann transform, functional calculus on matrix spaces and the theory of semi-circular and circular systems
• A note on regularity for free convolutions
• Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices
• On the free convolution with a semi-circular distribution
• Lévy-Hinčin type theorems for multiplicative and additive free convolution
• Free convolution operators and free Hall transform
• The analogues of entropy and of Fisher's information measure in free probability theory. VI: Liberation and mutual free information
• The large-\(N\) limit of the Segal-Bargmann transform on \(\mathbb U_N\)
• Combinatorial properties of Brownian motion on the compact classical groups
• Spectral Distribution of the Free Unitary Brownian Motion: Another Approach

Cited In (24)

• Log-unimodality for free positive multiplicative Brownian motion
• The atoms of the free multiplicative convolution of two probability distributions
• Multiplicative free square of the free Poisson measure and examples of free symmetrization
• On the free convolution with a semi-circular distribution
• Hinčin's theorem for additive free convolutions of tracial \(R\)-diagonal \(\ast\)-distributions
• A Short Computation of the Norms of Free Convolution Operators
• Continuity and growth of free multiplicative convolution semigroups
• Norms of Free Operators
• Local limit theorems for multiplicative free convolutions
• On multiplicative conditionally free convolution
• Spectral distribution of the free Jacobi process, revisited
• Matricial model for the free multiplicative convolution
• On free stable distributions
• Free Brownian motion and free convolution semigroups: multiplicative case
• The Brown measure of a family of free multiplicative Brownian motions
• Brown measures of free circular and multiplicative Brownian motions with self-adjoint and unitary initial conditions
• Densities of the Raney distributions
• Regularity Properties of Free Multiplicative Convolution on the Positive Line
• Remarks on free mutual information and orbital free entropy
• \(L^\infty\)-boundedness of density for free additive convolutions
• Schur-Weyl duality and the product of randomly-rotated symmetries by a unitary Brownian motion
• Superconvergence and regularity of densities in free probability
• The Hadamard product and the free convolutions
• A note on regularity for free convolutions

This page was built for publication: On the free convolution with a free multiplicative analogue of the normal distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q904701)